Current topics in quantitative finance. A selection of revised papers of the 21st Euro Working Group on financial modelling meeting, Venice, Italy, October 29--31, 1997 (Q1819262)

The articles of this volume will be reviewed individually. The 19th meeting 1996 has been indicated (see Zbl 0891.00029). Indexed articles: \textit{Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; Moriggia, Vittorio}, Performance evaluation of algorithms for Black-Derman-Toy lattice, 1-12 [Zbl 0957.91043] \textit{Bonilla, Maria; Medal, Amparo}, Efficient diversification of international investments: The Spanish point of view, 13-24 [Zbl 0957.91045] \textit{Canestrelli, Elio; Giove, Silvio}, Scenarios identification for financial modelling, 25-36 [Zbl 0955.91022] \textit{Corazza, Marco}, Merton-like theoretical frame for fractional Brownian motion in finance, 37-47 [Zbl 0955.91023] \textit{Gamba, Andrea}, Portfolio analysis with symmetric stable Paretian returns, 48-69 [Zbl 0958.91018] \textit{Pinvanichkul, Tippawan; Gupta, Jyoti P.}, Dynamics of bond returns in the emerging markets: A study of the Thai bond market, 70-79 [Zbl 1032.91630] \textit{Hallerbach, Winfried G.}, Modelling option-implied return distributions: A generalized log-logistic approximation, 80-92 [Zbl 0955.91017] \textit{Koňák, Michael}, Dichotomous rate in stock-price process, 93-108 [Zbl 0955.91019] \textit{Resti, Andrea}, How should we measure bank efficiency? A comparison of classic and recent techniques based on simulated data, 109-126 [Zbl 0955.91027] \textit{Simonelli, Maria Rosaria}, The scheme of fuzzy dominance, 127-139 [Zbl 0957.91034]